Hi there,
First, thanks for the Walk Forward addition. It is much appreciated.
But I am having trouble with it.
I've added a simple custom metric via the custom backtester interface
and while the custome metric shows up as a column in the optimization
report, it does not sort the results and find the best one--even
though I have TYPED it into the "Optimization Target" field.
Wondering if I'm missing something from my simple code below.
SetCustomBacktestProc("");
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest();
st = bo.GetPerformanceStats(0);
npkr = st.GetValue("NetProfit") * st.GetValue("Kratio");
bo.AddCustomMetric( "NPKR", npkr );
}